Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47634.76 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46236.74 Kr¶

PnL: ---------------------------------------> -651.83 Kr¶

DD now: ---------------------------------> -2.046 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 14:33:08.398120'

Anic Portfolio¶

This Week¶

Return: 0.211 %¶

Total¶

Return: 55.921 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.000000 780.000000 107.000000 15.900000 673.000000
Nordea Bank Abp 29 0.680000 3538.580000 84.580000 2.450000 3453.999992
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.140000 3415.200000 38.200000 1.130000 3377.000000
Resurs Holding 22 -0.940000 604.340000 30.340000 5.290000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.780000 384.800000 29.800000 8.390000 355.000000
AcadeMedia 12 1.080000 585.600000 28.600000 5.130000 557.000004
Swedbank A 3 0.330000 591.300000 27.300000 4.840000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Intrum 4 -0.950000 542.800000 15.800000 3.000000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.730000 577.800000 7.800000 1.370000 570.000000
Corem Property Group B 59 -4.810000 584.100000 7.100000 1.230000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.360000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Fasadgruppen Group 35 3.230000 3808.000000 -3.000000 -0.080000 3810.999990
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -2.300000 1632.000000 -22.000000 -1.330000 1653.999996
CTEK 13 -0.510000 507.000000 -27.000000 -5.060000 533.999999
Essity B 2 1.830000 544.200000 -29.800000 -5.190000 574.000000
International Petroleum Corp. 5 -2.530000 559.500000 -35.070000 -5.900000 594.565215
Sampo Oyj SDB 7 0.740000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 26 4.110000 2896.400000 -74.600000 -2.510000 2971.000006
OX2 18 0.750000 1456.200000 -207.800000 -12.490000 1663.999992
Axfood 13 1.760000 3528.200000 -227.800000 -6.060000 3756.000001
Ovzon 52 -1.680000 2735.200000 -626.800000 -18.640000 3361.999992
TOTAL 46229.730000 -658.840000 -2.06075% 46888.564618

Updated:¶

'2023-01-30 14:32:03.297955'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶